FLEE vs. VGK
Compare and contrast key facts about Franklin FTSE Europe ETF (FLEE) and Vanguard FTSE Europe ETF (VGK).
FLEE and VGK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLEE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Developed Europe RIC Capped Index. It was launched on Nov 2, 2017. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005. Both FLEE and VGK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLEE or VGK.
Key characteristics
| FLEE | VGK | |
|---|---|---|
| YTD Return | 3.05% | 2.78% |
| 1Y Return | 10.76% | 10.87% |
| 3Y Return (Ann) | 1.55% | 0.97% |
| 5Y Return (Ann) | 6.22% | 5.99% |
| Sharpe Ratio | 1.07 | 1.05 |
| Sortino Ratio | 1.55 | 1.52 |
| Omega Ratio | 1.19 | 1.18 |
| Calmar Ratio | 1.45 | 1.46 |
| Martin Ratio | 5.30 | 5.30 |
| Ulcer Index | 2.61% | 2.67% |
| Daily Std Dev | 12.91% | 13.51% |
| Max Drawdown | -37.27% | -63.61% |
| Current Drawdown | -9.55% | -9.70% |
Correlation
The correlation between FLEE and VGK is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FLEE vs. VGK - Performance Comparison
In the year-to-date period, FLEE achieves a 3.05% return, which is significantly higher than VGK's 2.78% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLEE vs. VGK - Expense Ratio Comparison
FLEE has a 0.09% expense ratio, which is higher than VGK's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FLEE vs. VGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe ETF (FLEE) and Vanguard FTSE Europe ETF (VGK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
FLEE vs. VGK - Dividend Comparison
FLEE's dividend yield for the trailing twelve months is around 3.52%, more than VGK's 3.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLEE Franklin FTSE Europe ETF | 3.52% | 2.57% | 3.48% | 3.60% | 1.88% | 3.02% | 3.85% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% |
VGK Vanguard FTSE Europe ETF | 3.13% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
Drawdowns
FLEE vs. VGK - Drawdown Comparison
The maximum FLEE drawdown since its inception was -37.27%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for FLEE and VGK. For additional features, visit the drawdowns tool.
Volatility
FLEE vs. VGK - Volatility Comparison
Franklin FTSE Europe ETF (FLEE) and Vanguard FTSE Europe ETF (VGK) have volatilities of 4.29% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.